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Trade: RUNE/USDT/720/MIDPRICE/HMA/5479

Strategy
RUNE/USDT/720/MIDPRICE/HMA/5479
Pair
RUNE_USDT
Interval
12h
Score
612705
Daily Profit
0.542700
Profit Factor
7.142833
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1861.500000
Evaluation Time
2025-10-09 11:58
Expiration Time
2025-12-03 22:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1110623.7971 1010235.3344 100388.4627 3620440.0476 1482649.7793 2137790.2684
Total P&L (%) 1110.6238 1010.2353 100.3885 3620.44 1482.6498 2137.7903
Avg Daily Profit (%) 0.5966 0.5427 0.0539 0.1945 0.1485 0.1671
Buy And Hold Return (%) 200.9126 200.9126 200.9126 200.9126 200.9126 200.9126
Max Trade Drawdown -117004 -40005 -101129 -2108942 -879667 -1285354
Profit Factor 3.3057 7.1428 1.3165 1.5696 1.5085 1.6213
Total Trades 67 34 33 67 34 33
Winning Trades 32 16 16 32 16 16
Losing Trades 35 18 17 35 18 17
Profitability (%) 47.7612 47.0588 48.4848 47.7612 47.0588 48.4848
Ratio Avg Win / Avg Loss 3.6156 8.0357 1.3987 1.7167 1.697 1.7226
Largest Winning Trade 712367 712367 78131 1171928 1171928 1162343
Largest Losing Trade -45396 -24803 -45396 -580984 -580984 -539406
Avg Bars in Trades 53 48 59 53 48 59
Avg Bars in Winners 84 67 101 84 67 101
Avg Bars in Losers 25 32 18 25 32 18
Bars Traded 3610 1663 1947 3610 1663 1947
Profit Streak 0 0 151.8737 0 0 151.8737
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -105381 612705 -286144 -111315 247526 402312
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3723,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760000286061,
    "expiration_time": 1764793008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            1110623.7971077643,
            1010235.334386165,
            100388.4627215992,
            3620440.0476217987,
            1482649.7792605166,
            2137790.2683612816
        ],
        [
            1110.623797,
            1010.235334,
            100.388463,
            3620.440048,
            1482.649779,
            2137.790268
        ],
        [
            0.596628,
            0.5427,
            0.053929,
            0.194464,
            0.148468,
            0.167106
        ],
        [
            200.912647,
            200.912647,
            200.912647,
            200.912647,
            200.912647,
            200.912647
        ],
        [
            -117004,
            -40005,
            -101129,
            -2108942,
            -879667,
            -1285354
        ],
        [
            3.305715,
            7.142833,
            1.316458,
            1.569554,
            1.508483,
            1.621307
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            47.761194,
            47.058824,
            48.484848,
            47.761194,
            47.058824,
            48.484848
        ],
        [
            3.615626,
            8.035687,
            1.398736,
            1.716699,
            1.697043,
            1.722638
        ],
        [
            712367,
            712367,
            78131,
            1171928,
            1171928,
            1162343
        ],
        [
            -45396,
            -24803,
            -45396,
            -580984,
            -580984,
            -539406
        ],
        [
            53,
            48,
            59,
            53,
            48,
            59
        ],
        [
            84,
            67,
            101,
            84,
            67,
            101
        ],
        [
            25,
            32,
            18,
            25,
            32,
            18
        ],
        [
            3610,
            1663,
            1947,
            3610,
            1663,
            1947
        ],
        [
            0,
            0,
            151.873681,
            0,
            0,
            151.873681
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -105381,
            612705,
            -286144,
            -111315,
            247526,
            402312
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3723,
    "evaluation_days": 1861.5,
    "actual_first_datapoint_time": 1599177600000,
    "first_datapoint_time": 1601985600000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1760000286061,
    "expiration_time": 1764793008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 66,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 35,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)